NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 23-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
106.70 |
106.18 |
-0.52 |
-0.5% |
101.90 |
| High |
111.15 |
107.00 |
-4.15 |
-3.7% |
103.36 |
| Low |
106.49 |
103.83 |
-2.66 |
-2.5% |
92.14 |
| Close |
109.11 |
105.25 |
-3.86 |
-3.5% |
103.02 |
| Range |
4.66 |
3.17 |
-1.49 |
-32.0% |
11.22 |
| ATR |
3.17 |
3.32 |
0.15 |
4.8% |
0.00 |
| Volume |
3,039 |
7,444 |
4,405 |
144.9% |
10,825 |
|
| Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.87 |
113.23 |
106.99 |
|
| R3 |
111.70 |
110.06 |
106.12 |
|
| R2 |
108.53 |
108.53 |
105.83 |
|
| R1 |
106.89 |
106.89 |
105.54 |
106.13 |
| PP |
105.36 |
105.36 |
105.36 |
104.98 |
| S1 |
103.72 |
103.72 |
104.96 |
102.96 |
| S2 |
102.19 |
102.19 |
104.67 |
|
| S3 |
99.02 |
100.55 |
104.38 |
|
| S4 |
95.85 |
97.38 |
103.51 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.17 |
129.31 |
109.19 |
|
| R3 |
121.95 |
118.09 |
106.11 |
|
| R2 |
110.73 |
110.73 |
105.08 |
|
| R1 |
106.87 |
106.87 |
104.05 |
108.80 |
| PP |
99.51 |
99.51 |
99.51 |
100.47 |
| S1 |
95.65 |
95.65 |
101.99 |
97.58 |
| S2 |
88.29 |
88.29 |
100.96 |
|
| S3 |
77.07 |
84.43 |
99.93 |
|
| S4 |
65.85 |
73.21 |
96.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.15 |
92.14 |
19.01 |
18.1% |
3.86 |
3.7% |
69% |
False |
False |
3,693 |
| 10 |
111.15 |
92.14 |
19.01 |
18.1% |
2.69 |
2.6% |
69% |
False |
False |
2,868 |
| 20 |
120.30 |
92.14 |
28.16 |
26.8% |
2.08 |
2.0% |
47% |
False |
False |
2,402 |
| 40 |
126.60 |
92.14 |
34.46 |
32.7% |
1.23 |
1.2% |
38% |
False |
False |
1,696 |
| 60 |
146.86 |
92.14 |
54.72 |
52.0% |
0.88 |
0.8% |
24% |
False |
False |
1,459 |
| 80 |
146.86 |
92.14 |
54.72 |
52.0% |
0.72 |
0.7% |
24% |
False |
False |
1,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.47 |
|
2.618 |
115.30 |
|
1.618 |
112.13 |
|
1.000 |
110.17 |
|
0.618 |
108.96 |
|
HIGH |
107.00 |
|
0.618 |
105.79 |
|
0.500 |
105.42 |
|
0.382 |
105.04 |
|
LOW |
103.83 |
|
0.618 |
101.87 |
|
1.000 |
100.66 |
|
1.618 |
98.70 |
|
2.618 |
95.53 |
|
4.250 |
90.36 |
|
|
| Fisher Pivots for day following 23-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
105.42 |
105.24 |
| PP |
105.36 |
105.23 |
| S1 |
105.31 |
105.23 |
|